[Clp] Problem infeasible after fast dual although only bound changed?

Tue Jul 21 10:39:40 EDT 2009

Sebastian,

It seemed to work when I tried something similar, but my problem was
feasible after changes - duals did change with (2) but not with (0).  You
say the result is infeasible.  The duals are not updated if infeasible.
fastDual was meant to do as little as possible.

John Forrest

  From:       "Sebastian Theophil" <stheophil at think-cell.com>                                

  To:         John J Forrest/Watson/IBM at IBMUS                                                

  Cc:         <clp at list.coin-or.org>                                                         

  Date:       07/21/2009 10:32 AM                                                            

  Subject:    RE: [Clp] Problem infeasible after fast dual although only bound  changed?     

Hi John,

thanks for your prompt reply. Unfortunately it doesn't work no matter what
parameters I pass. I have also updated to the most recent TRUNK to make
sure I'm not finding old bugs.
Still, the duals don't get updated and the result is infeasible.

Regards
Sebastian

From: John J Forrest [mailto:jjforre at us.ibm.com]
Sent: Dienstag, 21. Juli 2009 16:14
To: Sebastian Theophil
Cc: clp at list.coin-or.org; clp-bounces at list.coin-or.org
Subject: Re: [Clp] Problem infeasible after fast dual although only bound
changed?

Sebastian,

If you want the duals updated then it should be startFastDual(2) - see
OsiClpSolverInterface.hpp;

John Forrest

Inactive hide details for "Sebastian Theophil" ---07/21/2009 07:33:45
AM---Hi, I have a very simple primal degenerate LP proble"Sebastian
Theophil" ---07/21/2009 07:33:45 AM---Hi, I have a very simple primal
degenerate LP problem:

 From:          "Sebastian Theophil" <stheophil at think-cell.com>            

 To:            <clp at list.coin-or.org>                                     

 Date:          07/21/2009 07:33 AM                                        

 Subject:       [Clp] Problem infeasible after fast dual although only     
                bound changed?                                             

 Sent by:       clp-bounces at list.coin-or.org                               

Hi,

I have a very simple primal degenerate LP problem:

\Problem name:

Minimize
obj: x2
Subject To
cons0:  x0 + x2 >= -0
cons1:  - x0 + x2 >= -10
cons2:  x1 + x2 >= -0
cons3:  - x1 + x2 >= -10
Bounds
x0 Free
x1 Free
x2 Free
End

The primal solution is (5, 5, -5), but there are two dual solutions
(0.5, 0.5, 0, 0) and (0, 0, 0.5, 0.5).
The code below reads the file, searches a dual positive variable and
changes the RHS of the associated constraint. The constraint can no
longer be binding, and the dual solution should change  solution after a
resolve. This works as expected without startFastDual.

If startFastDual is active, the dual solution doesn't change though
although it is no longer feasible.

OsiClpSolverInterface solver;
solver.readLp("C:\\primaldegenerate1.lp");
solver.initialSolve();

solver.startFastDual(0);

int nRow=0;
for(; nRow<solver.getNumRows(); ++nRow) {

if(abs(solver.getRowPrice()[nRow])>gvEPSILON_CONSTRAINT) {
break;
}
}

solver.setRowLower( nRow, solver.getRowLower()[nRow]-1.0
);
solver.resolve();
solver.stopFastDual();

Is this a bug or am I doing sth wrong? I thought bound changes inside
fast dual were allowed. What would be the fastest way to resolve the
system after such a change?

Thanks,
Sebastian

--
Sebastian Theophil . stheophil at think-cell.com
Software Engineer

think-cell Software GmbH . Invalidenstr. 34 . 10115 Berlin, Germany
http://www.think-cell.com . phone +49-30-666473-10 . toll-free (US)
+1-800-891-8091
Directors: Dr. Markus Hannebauer, Dr. Arno Schoedl . Amtsgericht
Berlin-Charlottenburg, HRB 85229

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--
Sebastian Theophil (stheophil at think-cell.com)
Software Engineer

 think-cell Software    http://www.think-cell.com                  
 GmbH                                                              

 Invalidenstr. 34       phone                     +49-30-666473-10 

 10115 Berlin, Germany  toll-free (US)            +1-800-891-8091  

 Directors: Dr. Markus                                             
 Hannebauer, Dr. Arno                                              
 Schoedl                                                           

 Amtsgericht                                                       
 Berlin-Charlottenburg,                                            
 HRB 85229                                                         

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